Several observational studies have found a higher risk of recurrence/relapse of depression for patients who discontinue antidepressant use compared with those who continue. This study demonstrated that measurement of follow-up time can be subject to immortal and neglected time bias. Data were obtained from the 2001 Second Dutch National Survey of General Practice. The study population was composed of antidepressant users with a registered depression diagnosis, divided into early discontinuers and continuing users. Two methods were used to measure time to relapse/recurrence. Method 1, used in previously mentioned studies, measured the beginning of follow-up 6 months after starting antidepressant therapy. Method 2 constructed individual treatment episodes for each patient and measured follow-up from actual end-of-treatment episode. The Cox proportional hazards model produced a risk ratio of 1.58 (95% confidence interval: 1.02, 2.45) for method 1, suggesting a higher risk of relapse/recurrence for early discontinuers. In method 2, a statistically nonsignificant risk ratio of 0.77 (95% confidence interval: 0.49, 1.21) was produced, indicating no difference in risk of relapse/recurrence. The authors found the method used in previous studies subject to bias. Applying a different method, accounting for immortal and neglected time bias, eliminated the protective effects of longer treatments.